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I suspect the error analysis of having implicit assumptions, or else being very slack. In particular it does not depend on the method for the solution of Ax=b, and assumes convergence.
Jdh41 (
talk) 10:01, 21 July 2009 (UTC)reply
This page needs notes on the convergence analysis added. See Skeel (1980) or Arioli, Demmel and Duff (1988).
Jdh41 (
talk) 10:01, 21 July 2009 (UTC)reply
You're right. An assumption mentioned by Moler was left out, which says each iteration satisfies
where . This means that solve step should always be reasonably accurate.
Kxx (
talk) 18:30, 25 July 2009 (UTC)reply